+1,559.3%
ASML vs SSNC
+184.2%
+1,375.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +10.4% | +1.4% | +9.0% | +9.5% |
| 30D | -12.7% | -2.6% | -10.1% | -11.9% |
| 3M | -17.2% | -0.6% | -16.6% | -17.9% |
| 6M | -1.3% | +19.9% | -21.2% | -14.3% |
| YTD | +40.8% | -8.2% | +49.0% | +42.3% |
| 1Y | +45.2% | -5.5% | +50.8% | +43.9% |
| 3Y | +131.8% | +56.8% | +75.0% | +61.0% |
| 5Y | +84.0% | +7.8% | +76.2% | +62.6% |
| All | +1,559.3% | +184.2% | +1,375.1% | +841.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling